Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
Year of publication: |
2011
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Authors: | Jung, Robert C ; Liesenfeld, Roman ; Richard, Jean-François |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 29.2011, 1, p. 73-86
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